定性响应模型:简介、线性概率模型及其替代方案.pdfVIP

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定性响应模型:简介、线性概率模型及其替代方案.pdf

Outline

QualitativeResponseModels:

Introduction

TheLinearProbabilityModels(LPM)

LimitationsoftheLPM

AlternativeModels

Reading:GujaratiChap16

HilletalChap15

WooldridgeChap17

大纲

定性响应模型:

简介线性概率模型(LPM)LPM

的局限性

替代型号

阅读:古特语第16章Hill

等人第15章伍德里奇第17章

Introduction

Mostmodelssofar:aYvariableregressedonXvariable,inwhichY

isassumedtobeaquantitativevariable(e.g.income,wages,sa)

WhatifYnowrepresentsaqualitativevariableandweareinterested

inthefactorsaffectingit?

Examp:

Whatfactorsdeterminewhetheryouentercollegeornot?

Whatfactorsdeterminewhetheryougetmarriedornot?

Whatfactorsdeterminewhetherafirmexportsornot?

Whatfactorsdeterminewhetheryourloanisapprovedornot?

Whatfactorsdeterminewhetheraruralworkermigratestocitiesornot?

Whatfactorsdetermineindividual’schoiceamongcompetingbrandsof

softdrinks(e.g.Coke,Pepsi,Seven-up,Tango)?

Whatfactorsdetermineyourmodeoftransportation(car,bus,bike)to

work?

介绍

到目前为止大多数模型:Y变量对X变量进行回归,其中Y被假设为定量变量

(例如收入、工资、销售额)

如果Y现在代表定性变量并且我们对影响它的因素感?

示例:哪些因素决定你是否上大学?哪些因素决定你是否结婚?哪

些因素决定企业是否出口?哪些因素决定你的

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